Problem with LAST_INSERT_ID();

[Antonino Chirco]

Mysql : 3.23.33
server : NT 4.0  S.P.3
Client : Win98

This is the table structure:
CREATE TABLE `ordinit` (
  `ID_Ordine` int(11) NOT NULL auto_increment,
  `Cod_Cliente` int(11) default NULL,

.. OMISSIS ..

  PRIMARY KEY (`ID_Ordine`)
) TYPE=MyISAM

the query 'select last_insert_id()' after an
'insert' query return always zero.
I have tried also with MySQLGUI Client.

( excuse me for my English, it's under construction)
Thanks.
Best Regards.